@TechReport{economics.dp.2008-13,
 author = {Giese, Julia V.},
 title = {Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model},
 type = {Economics Discussion Paper},
 institution = {Kiel Institute for the World Economy},
 year = {2008},
 number = {2008-13},
 url = {http://www.economics-ejournal.org/economics/discussionpapers/2008-13}
}